AUK Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.70% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0097 | 5.91 | |
| 0.0779 | 5.56 | |
| 0.8385 | 35.58 | |
| -0.1325 | -1.81 | |
| 0.1362 | 1.26 | |
| -0.0281 | -0.37 | |
| 0.1595 | 2.30 | |
| -0.3087 | -3.83 | |
| 0.3061 | 2.59 | |
| -0.1834 | -1.07 | |
| 0.0620 | 0.37 | |
| -0.0068 | -0.04 | |
| -0.2916 | -0.90 |
Estimation Period:
Oct 16, 1996 to Feb 13, 2026
Oct 16, 1996 to Feb 13, 2026
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